-5.9%
DASH vs VLO
+611.7%
-617.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -2.8% | -9.5% | +6.8% | -1.9% |
| 30D | -9.3% | -19.1% | +9.9% | -7.6% |
| 3M | -15.1% | +11.4% | -26.4% | -16.8% |
| 6M | +8.7% | +46.7% | -38.0% | +2.4% |
| YTD | -21.3% | +118.6% | -139.9% | -31.0% |
| 1Y | -12.7% | +99.9% | -112.5% | -22.2% |
| 3Y | +103.8% | +210.5% | -106.7% | +65.2% |
| 5Y | -16.8% | +432.7% | -449.5% | -37.6% |
| All | -5.9% | +611.7% | -617.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling